-69.2%
AAOX vs EME
+4.7%
-73.9%
-92.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +4.3% | -0.9% | -7.3% |
| 7D | -1.4% | +3.5% | -4.9% | -9.3% |
| 30D | -49.0% | -6.3% | -42.7% | -36.6% |
| 3M | -77.3% | -3.8% | -73.5% | -67.5% |
| All | -69.2% | +4.7% | -73.9% | -59.4% |
Cumulative growth
Daily Returns
Daily percentage return beside EME.
Daily Out/Under-Performance
Portfolio return minus EME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EME return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded EME wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · Available span rolling